Output feedback robust MPC of uncertain norm-bounded linear systems with disturbance

The output feedback robust model predictive control (MPC) for the linear systems with norm-bounded uncertainty and disturbance is studied. A new state estimator is formulated where both estimator dynamic matrix and estimator gain are decision variables being optimised on-line. The infinite horizon control moves are parameterised as a feedback control law, and the resultant non-convex optimisation problem is solved through a linearisation method. The recursive feasibility and closed-loop stability are guaranteed. The proposed approach can achieve better performance and include previous approaches as special cases. Two numerical examples are given to illustrate the effectiveness of the proposed approach.